An Asymptotic Preserving scheme for the diffusion limit of a stochastic linear kinetic equation


In this paper, we present an Asymptotic Preserving scheme for a stochastic linear kinetic equation. Its construction is based on a micro-macro decomposition. We start by explaining how we build it and then perform the formal numerical limit. After stating some stability results proved in a previous paper, some numerical tests confirming the good performances of our scheme are finally presented.

In From Particle Systems to Partial Differential Equations International Conference, Particle Systems and PDEs VI, VII and VIII, 2017- 2019